def query_data(self, symbol='', timestamp=None, n_bars=None, from_timestamp=None):
"""
Queries and caches pricebar data
"""
if not n_bars and not from_timestamp:
raise Exception('query_data requires oen of n_bars or from_timestamp to be specified')
if not symbol:
symbol = self.instrument.symbol
if not timestamp:
timestamp = self.timestamp
if symbol not in DataCache().query_cache:
print 'querying http server'
try:
data = self.api.pricebar.get(symbol = symbol, order_by = 'timestamp', limit=0)
except Exception, e:
print 'http server error: %s' % e.message
for obj in data['objects']:
if 'timestamp' in obj:
obj['timestamp'] = parsedt(obj['timestamp'])
if 'date' in obj:
obj['date'] = parsedt(obj['date']).date()
DataCache().query_cache[symbol] = [DotDict(i) for i in data['objects']]
def get_typed_value(datatype, value):
if datatype == date:
return parsedt(value).date()
if datatype == datetime:
return parsedt(value)
if datatype == Decimal:
return Decimal(value)
if datatype == float:
return float(value)
return value #: Returns string or object content as is
def dict_to_object(self, d):
if '__type__' not in d:
return d
thetype = d.pop('__type__')
thevalue = d['value']
if thetype == 'datetime':
return parsedt(thevalue)
elif thetype == 'date':
return parsedt(thevalue).date()
elif thetype == 'timedelta':
return timedelta(seconds=float(thevalue))
elif thetype == 'objectid' and ObjectId is not None:
return ObjectId(oid=thevalue)
else:
d['__type__'] = thetype
return d
def dict_to_object(self, d):
if "__type__" not in d:
return d
thetype = d.pop("__type__")
thevalue = d["value"]
if thetype == "datetime":
return parsedt(thevalue)
elif thetype == "date":
return parsedt(thevalue).date()
elif thetype == "timedelta":
return timedelta(seconds=float(thevalue))
elif thetype == "objectid" and ObjectId is not None:
return ObjectId(oid=thevalue)
else:
d["__type__"] = thetype
return d
def has_upcoming_earnings(self, num_days):
"""
Gets upcoming earnings over API
TODO: need an API call here
"""
if not self._earnings_announcements_cache:
data = self.api.earnings_announcement(instrument__id = self.instrument.id, order_by = 'datestamp')
for obj in data['objects']:
if 'datestamp' in obj:
obj['datestamp'] = parsedt(obj['datestamp'])
self._earnings_announcements_cache = [DotDict(i) for i in data['objects']]
dt = self.timestamp + timedelta(days = num_days)
for ea in self._earnings_announcements_cache:
if ea.instrument.id != self.instrument.id:
continue
if self.useralgo.timestamp.date() <= ea.datestamp <= dt.date():
return True
return False
def __str_to_tzdate__(date_str):
return timezone.make_aware(parsedt(date_str),
timezone.get_current_timezone())
'--reso',
required=True,
help='the resolution transformation',
type=str)
args = parser.parse_args()
# Parse the resolution
unit = args.reso[-1]
resolution_units = {'d': 'days', 'm': 'minutes', 's': 'seconds'}
if unit not in resolution_units:
raise ValueError("unknown unit " + unit)
reso_num = int(args.reso[0]) # Let it raise.
deltaargs = {resolution_units[unit]: reso_num}
year = int(args.year) # Let is raise
print('Generating {} ephemeride for {}'.format(args.planet, year))
start_date = parsedt('{}-01-01'.format(year))
end_date = parsedt('{}-01-01'.format(year + 1))
_load_kernels_()
outdir = os.path.dirname(
os.path.abspath(__file__)) + '/../../data/horizon/'
path = outdir + args.planet + '-' + str(start_date.year) + '.csv'
f = open(path, 'w')
prev_month = 0
while start_date <= end_date:
if prev_month != start_date.month:
prev_month = start_date.month
print('Generating for month ' + str(prev_month))
date_str = '{0.year}-{0.month}-{0.day}T{0.hour}:{0.minute}:{0.second}.{0.microsecond}'.format(
start_date)
et = spice.str2et(date_str)
def __str_to_tzdate__(date_str):
return timezone.make_aware(parsedt(date_str), timezone.get_current_timezone())
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with PyRTM. If not, see <http://www.gnu.org/licenses/>.
"""
from dateutil.parser import parse as parsedt
defaults = {
'description': 'Default Config', # use internally; any string
'solar_constant': 1367, # W/m^2 in space
'season': 'summer', # summer or winter
'time':
parsedt('2012-10-11 12:00:00 -0500'), # specifying tz is important!
'latitude': 44, # degrees, north-positive
'longitude': 283.7, # degrees, east-positive
'elevation': 0, # metres above sea level
'surface_type': 'vegetation', # see docs for valid options
'single_scattering_albedo': 0.8,
'atmosphere': 'sub-arctic summer', # see docs for valid options
'average_daily_temperature': 15, # degrees C
'temperature': 15, # degrees C
'pressure': 1013.250, # mb
'relative_humidity': 35, # %
'angstroms_coefficient': 0.08,
'angstroms_exponent': 1.1977,
'aerosol_asymmetry': 0.6,
'boundary_layer_ozone': 0.3, # atm-cm
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with PyRTM. If not, see <http://www.gnu.org/licenses/>.
"""
from dateutil.parser import parse as parsedt
defaults = {
'description': 'Default Config', # use internally; any string
'solar_constant': 1367, # W/m^2 in space
'season': 'summer', # summer or winter
'time': parsedt('2012-10-11 12:00:00 -0500'), # specifying tz is important!
'latitude': 44, # degrees, north-positive
'longitude': 283.7, # degrees, east-positive
'elevation': 0, # metres above sea level
'surface_type': 'vegetation', # see docs for valid options
'single_scattering_albedo': 0.8,
'atmosphere': 'sub-arctic summer', # see docs for valid options
'average_daily_temperature': 15, # degrees C
'temperature': 15, # degrees C
'pressure': 1013.250, # mb
'relative_humidity': 35, # %
'angstroms_coefficient': 0.08,
'angstroms_exponent': 1.1977,
'aerosol_asymmetry': 0.6,
'boundary_layer_ozone': 0.3, # atm-cm
